Set it then forgot to clear it. The "bits" include CR4.OSXSAVE and XCR0 (set by XSETBV). BOOTMGR is used for booting Vista and later, and it chains to NTLDR for booting XP/Server 2003 and older.
Windows has always had the worst dualboot story. It'll gladly overwrite grub etc without asking (to "helpfully" fix boot problems?), but if your partitions are ordered a little out of the ordinary it'll still throw a ridiculously not-helpful error. They might as well just stop pretending to support it.
This took me a while to figure out, but if you use UEFI, and have Windows and Linux on different drives / different EFI system partitions, you can use grub-install --force-extra-removable to keep Linux bootable after Windows helpfully clears out the NVRAM Boot* variables: https://github.com/ludios/ubuntils/blob/master/bin/reinstall...
I legit just physically disconnect the drives with other operating systems while installing Windows in dual boot situations. Can't break what isn't there!
Sometimes very necessary. Windows 7 had a bug that caused it to spread boot information across multiple drives if you had more than one plugged in at install time, even if you specified only to use one.
That worked with MBR boot, but with UEFI, Windows will notice you have Boot* variables in motherboard NVRAM pointing to a Linux install that doesn't exist, then clear them for you.